+23.6%
FDS vs ZCMD
-100.0%
+123.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -2.6% |
| 30D | +14.1% | -28.5% | +42.5% | +13.9% |
| 3M | +19.8% | -56.5% | +76.3% | +19.4% |
| 6M | +55.0% | -99.7% | +154.6% | +56.3% |
| YTD | +15.9% | -99.9% | +115.8% | +17.9% |
| 1Y | +24.2% | -99.9% | +124.1% | +26.6% |
| 3Y | -24.0% | -100.0% | +76.0% | -21.4% |
| 5Y | -23.3% | -100.0% | +76.7% | -20.2% |
| All | +23.6% | -100.0% | +123.6% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling